The Residual Test for Parameters Change in GARCH Models

The Residual Test for Parameters Change in GARCH Models

Han Sier, Tian Zheng, Wang Hongjun

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PDF(242 KB)

CHINESE JOURNAL OF APPLIED PROBABILITY AND STATISTICS ›› 2008, Vol. 24 ›› Issue (2) : 113-122.

The Residual Test for Parameters Change in GARCH Models

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